+3,984.8%
CSX vs EXR
+2,662.2%
+1,322.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -3.4% | -2.6% | -0.8% | -2.3% |
| 30D | -3.1% | -7.2% | +4.1% | 0.0% |
| 3M | +7.2% | -3.5% | +10.7% | +8.6% |
| 6M | +16.2% | -5.3% | +21.5% | +18.5% |
| YTD | +37.5% | +9.4% | +28.2% | +31.7% |
| 1Y | +53.2% | +1.3% | +51.9% | +51.2% |
| 3Y | +68.2% | +22.4% | +45.8% | +48.0% |
| 5Y | +65.2% | -12.2% | +77.5% | +63.5% |
| 10Y | +504.1% | +148.6% | +355.6% | +259.4% |
| All | +3,984.8% | +2,662.2% | +1,322.5% | +635.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling